Pages that link to "Item:Q2716486"
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The following pages link to A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS (Q2716486):
Displaying 17 items.
- A note on Bartlett correction factor for tests on cointegrating relations (Q273759) (← links)
- The suitability of a monetary union in east Asia: what does the cointegration approach tell? (Q834327) (← links)
- Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
- Testing the equality of several linear regression models (Q1695424) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- A small sample correction for tests of hypotheses on the cointegrating vectors (Q1867739) (← links)
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
- Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests (Q2322023) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- The term structure of eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach (Q2697098) (← links)
- The empirical process of autoregressive residuals (Q3161682) (← links)
- Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (Q5046817) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
- STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614) (← links)
- A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
